+512.2%
CMI vs WM
+303.2%
+208.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +0.7% | -1.2% | +1.9% | +1.2% |
| 30D | -12.3% | -4.5% | -7.8% | -10.5% |
| 3M | -16.8% | -2.2% | -14.6% | -16.8% |
| 6M | +1.5% | -11.5% | +13.0% | +6.2% |
| YTD | +9.8% | -0.7% | +10.5% | +7.8% |
| 1Y | +42.6% | +0.3% | +42.2% | +38.6% |
| 3Y | +151.0% | +44.2% | +106.8% | +91.5% |
| 5Y | +167.0% | +51.6% | +115.4% | +92.6% |
| 10Y | +512.2% | +310.4% | +201.7% | +120.0% |
| All | +512.2% | +303.2% | +208.9% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling